English

Quadrature as a least-squares and minimax problem

Numerical Analysis 2012-06-04 v1

Abstract

The vector of weights of an interpolatory quadrature rule with nn preassigned nodes is shown to be the least-squares solution ω\omega of an overdetermined linear system here called {\em the fundamental system} of the rule. It is established the relation between ω\omega and the minimax solution z\stackrel{\ast}{z} of the fundamental system, and shown the constancy of the \infty-norms of the respective residual vectors which are equal to the {\em principal moment} of the rule. Associated to ω\omega and z\stackrel{\ast}{z} we define several parameters, such as the angle of a rule, in order to assess the main properties of a rule or to compare distinct rules. These parameters are tested for some Newton-Cotes, Fej\'er, Clenshaw-Curtis and Gauss-Legendre rules.

Keywords

Cite

@article{arxiv.1206.0281,
  title  = {Quadrature as a least-squares and minimax problem},
  author = {Mário M. Graça},
  journal= {arXiv preprint arXiv:1206.0281},
  year   = {2012}
}
R2 v1 2026-06-21T21:13:13.866Z